Jerry has a Dish DVR which can receive over the air signals. He saves the channels and gets no information on programming. Leo says that's because the DVR isn't getting a channel guide in the over the air signal. Channels used to include that data on side ban channels, but they may have stopped doing that and as a result, his DVR can't get the channel guide data. That's why TIVO charges a monthly fee, for a channel guide.
But if he's done a scan for a list of channels, and they are saved, and they say the channel doesn't exist, then those are just false positives based on the TV picking up a frequency it thinks is a channel. So he should just delete the ones that aren't valid.